+47.7%
HAS vs FFIV
+35.3%
+12.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.1% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +26.3% | -32.4% | +58.7% | +41.0% |
| 3M | +25.6% | -25.7% | +51.3% | +35.0% |
| 6M | +30.3% | -13.5% | +43.8% | +30.9% |
| YTD | +50.4% | +21.1% | +29.3% | +29.9% |
| 1Y | +57.7% | +29.4% | +28.3% | +32.2% |
| 3Y | +213.4% | +94.9% | +118.5% | +110.7% |
| All | +47.7% | +35.3% | +12.4% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling